Quarterly report pursuant to Section 13 or 15(d)

Fair Value (Details 1)

v2.4.1.9
Fair Value (Details 1) (USD $)
In Thousands, unless otherwise specified
 12 Months Ended
Dec. 31, 2014
Number
Mar. 31, 2015
Other-than-temporary impairment model assumptions:    
Other-than-temporary impairment $ 271us-gaap_OtherThanTemporaryImpairmentCreditLossesRecognizedInEarningsCreditLossesOnDebtSecuritiesHeld $ 271us-gaap_OtherThanTemporaryImpairmentCreditLossesRecognizedInEarningsCreditLossesOnDebtSecuritiesHeld
Cusip One [Member]    
Fair Value Pooled Trust Preferred Securities [Line Items]    
Cusip 74043CAC1  
Deal name PreTSL XXIV  
Class B-1  
Lowest credit rating assigned CC  
Number of performing banks 52nwin_NumberOfPerformingBanksUnderCollateralizedDebtObligations
/ nwin_CusipAxis
= nwin_CusipOneMember 		 
Number of performing insurance companies 13nwin_NumberOfPerformingInsuranceCompaniesUnderCollateralizedDebtObligations
/ nwin_CusipAxis
= nwin_CusipOneMember 		 
Number of issuers in default 20nwin_NumberOfIssuersInDefaultUnderCollateralizedDebtObligations
/ nwin_CusipAxis
= nwin_CusipOneMember 		 
Number of issuers in deferral 8nwin_NumberOfIssuersInDeferralUnderCollateralizedDebtObligations
/ nwin_CusipAxis
= nwin_CusipOneMember 		 
Defaults & deferrals as a % of performing collateral 47.64%nwin_PercentageOfDefaultsAndDeferralsOnPerformingCollateral
/ nwin_CusipAxis
= nwin_CusipOneMember 		 
Subordination:    
As a % of performing collateral 2.10%nwin_PercentageOfSubordinationOnPerformingCollateral
/ nwin_CusipAxis
= nwin_CusipOneMember 		 
As a % of performing collateral - adjusted for projected future defaults (3.49%)nwin_PercentageOfSubordinationOnPerformingCollateralAdjustedForProjectedFutureDefaults
/ nwin_CusipAxis
= nwin_CusipOneMember 		 
Other-than-temporary impairment model assumptions:    
Year 1 - issuer average 1.80%nwin_PercentageOfDefaultsRatesOnYear1IssuerAverageInOtherThanTemporaryImpairmentModelAssumptions
/ nwin_CusipAxis
= nwin_CusipOneMember 		 
Year 2 - issuer average 1.80%nwin_PercentageOfDefaultsRatesOnYear2IssuerAverageInOtherThanTemporaryImpairmentModelAssumptions
/ nwin_CusipAxis
= nwin_CusipOneMember 		 
Year 3 - issuer average 1.80%nwin_PercentageOfDefaultsRatesOnYear3IssuerAverageInOtherThanTemporaryImpairmentModelAssumptions
/ nwin_CusipAxis
= nwin_CusipOneMember 		 
> 3 Years - issuer average    [1]  
Discount rate - 3 month Libor, plus implicit yield spread at purchase 1.48%nwin_PercentageOfDiscountRateOn3MonthLiborPlusImplicitYieldSpread
/ nwin_CusipAxis
= nwin_CusipOneMember 		 
Recovery assumptions    [2]  
Prepayments 0.00%nwin_PercentageOfPrepaymentsOnOtherThanTemporaryImpairmentModelAssumptions
/ nwin_CusipAxis
= nwin_CusipOneMember 		 
Other-than-temporary impairment 41us-gaap_OtherThanTemporaryImpairmentCreditLossesRecognizedInEarningsCreditLossesOnDebtSecuritiesHeld
/ nwin_CusipAxis
= nwin_CusipOneMember 		 
Cusip Two [Member]    
Fair Value Pooled Trust Preferred Securities [Line Items]    
Cusip 74042TAJ0  
Deal name PreTSL XXVII  
Class C-1  
Lowest credit rating assigned C  
Number of performing banks 29nwin_NumberOfPerformingBanksUnderCollateralizedDebtObligations
/ nwin_CusipAxis
= nwin_CusipTwoMember 		 
Number of performing insurance companies 7nwin_NumberOfPerformingInsuranceCompaniesUnderCollateralizedDebtObligations
/ nwin_CusipAxis
= nwin_CusipTwoMember 		 
Number of issuers in default 9nwin_NumberOfIssuersInDefaultUnderCollateralizedDebtObligations
/ nwin_CusipAxis
= nwin_CusipTwoMember 		 
Number of issuers in deferral 4nwin_NumberOfIssuersInDeferralUnderCollateralizedDebtObligations
/ nwin_CusipAxis
= nwin_CusipTwoMember 		 
Defaults & deferrals as a % of performing collateral 31.32%nwin_PercentageOfDefaultsAndDeferralsOnPerformingCollateral
/ nwin_CusipAxis
= nwin_CusipTwoMember 		 
Subordination:    
As a % of performing collateral (6.95%)nwin_PercentageOfSubordinationOnPerformingCollateral
/ nwin_CusipAxis
= nwin_CusipTwoMember 		 
As a % of performing collateral - adjusted for projected future defaults (15.25%)nwin_PercentageOfSubordinationOnPerformingCollateralAdjustedForProjectedFutureDefaults
/ nwin_CusipAxis
= nwin_CusipTwoMember 		 
Other-than-temporary impairment model assumptions:    
Year 1 - issuer average 2.40%nwin_PercentageOfDefaultsRatesOnYear1IssuerAverageInOtherThanTemporaryImpairmentModelAssumptions
/ nwin_CusipAxis
= nwin_CusipTwoMember 		 
Year 2 - issuer average 2.40%nwin_PercentageOfDefaultsRatesOnYear2IssuerAverageInOtherThanTemporaryImpairmentModelAssumptions
/ nwin_CusipAxis
= nwin_CusipTwoMember 		 
Year 3 - issuer average 2.40%nwin_PercentageOfDefaultsRatesOnYear3IssuerAverageInOtherThanTemporaryImpairmentModelAssumptions
/ nwin_CusipAxis
= nwin_CusipTwoMember 		 
> 3 Years - issuer average    [1]  
Discount rate - 3 month Libor, plus implicit yield spread at purchase 1.23%nwin_PercentageOfDiscountRateOn3MonthLiborPlusImplicitYieldSpread
/ nwin_CusipAxis
= nwin_CusipTwoMember 		 
Recovery assumptions    [2]  
Prepayments 0.00%nwin_PercentageOfPrepaymentsOnOtherThanTemporaryImpairmentModelAssumptions
/ nwin_CusipAxis
= nwin_CusipTwoMember 		 
Other-than-temporary impairment 132us-gaap_OtherThanTemporaryImpairmentCreditLossesRecognizedInEarningsCreditLossesOnDebtSecuritiesHeld
/ nwin_CusipAxis
= nwin_CusipTwoMember 		 
Cusip Three [Member]    
Fair Value Pooled Trust Preferred Securities [Line Items]    
Cusip 01449TAB9  
Deal name Alesco IX  
Class A-2A  
Lowest credit rating assigned BB  
Number of performing banks 57nwin_NumberOfPerformingBanksUnderCollateralizedDebtObligations
/ nwin_CusipAxis
= nwin_CusipThreeMember 		 
Number of performing insurance companies 10nwin_NumberOfPerformingInsuranceCompaniesUnderCollateralizedDebtObligations
/ nwin_CusipAxis
= nwin_CusipThreeMember 		 
Number of issuers in default 1nwin_NumberOfIssuersInDefaultUnderCollateralizedDebtObligations
/ nwin_CusipAxis
= nwin_CusipThreeMember 		 
Number of issuers in deferral 8nwin_NumberOfIssuersInDeferralUnderCollateralizedDebtObligations
/ nwin_CusipAxis
= nwin_CusipThreeMember 		 
Defaults & deferrals as a % of performing collateral 11.17%nwin_PercentageOfDefaultsAndDeferralsOnPerformingCollateral
/ nwin_CusipAxis
= nwin_CusipThreeMember 		 
Subordination:    
As a % of performing collateral 44.19%nwin_PercentageOfSubordinationOnPerformingCollateral
/ nwin_CusipAxis
= nwin_CusipThreeMember 		 
As a % of performing collateral - adjusted for projected future defaults 41.00%nwin_PercentageOfSubordinationOnPerformingCollateralAdjustedForProjectedFutureDefaults
/ nwin_CusipAxis
= nwin_CusipThreeMember 		 
Other-than-temporary impairment model assumptions:    
Year 1 - issuer average 1.80%nwin_PercentageOfDefaultsRatesOnYear1IssuerAverageInOtherThanTemporaryImpairmentModelAssumptions
/ nwin_CusipAxis
= nwin_CusipThreeMember 		 
Year 2 - issuer average 1.80%nwin_PercentageOfDefaultsRatesOnYear2IssuerAverageInOtherThanTemporaryImpairmentModelAssumptions
/ nwin_CusipAxis
= nwin_CusipThreeMember 		 
Year 3 - issuer average 1.80%nwin_PercentageOfDefaultsRatesOnYear3IssuerAverageInOtherThanTemporaryImpairmentModelAssumptions
/ nwin_CusipAxis
= nwin_CusipThreeMember 		 
> 3 Years - issuer average    [1]  
Discount rate - 3 month Libor, plus implicit yield spread at purchase 1.27%nwin_PercentageOfDiscountRateOn3MonthLiborPlusImplicitYieldSpread
/ nwin_CusipAxis
= nwin_CusipThreeMember 		 
Recovery assumptions    [2]  
Prepayments 0.00%nwin_PercentageOfPrepaymentsOnOtherThanTemporaryImpairmentModelAssumptions
/ nwin_CusipAxis
= nwin_CusipThreeMember 		 
Other-than-temporary impairment 36us-gaap_OtherThanTemporaryImpairmentCreditLossesRecognizedInEarningsCreditLossesOnDebtSecuritiesHeld
/ nwin_CusipAxis
= nwin_CusipThreeMember 		 
Cusip Four [Member]    
Fair Value Pooled Trust Preferred Securities [Line Items]    
Cusip 01450NAC6  
Deal name Alesco XVII  
Class B  
Lowest credit rating assigned Ca  
Number of performing banks 47nwin_NumberOfPerformingBanksUnderCollateralizedDebtObligations
/ nwin_CusipAxis
= nwin_CusipFourMember 		 
Number of performing insurance companies 0nwin_NumberOfPerformingInsuranceCompaniesUnderCollateralizedDebtObligations
/ nwin_CusipAxis
= nwin_CusipFourMember 		 
Number of issuers in default 4nwin_NumberOfIssuersInDefaultUnderCollateralizedDebtObligations
/ nwin_CusipAxis
= nwin_CusipFourMember 		 
Number of issuers in deferral 5nwin_NumberOfIssuersInDeferralUnderCollateralizedDebtObligations
/ nwin_CusipAxis
= nwin_CusipFourMember 		 
Defaults & deferrals as a % of performing collateral 20.48%nwin_PercentageOfDefaultsAndDeferralsOnPerformingCollateral
/ nwin_CusipAxis
= nwin_CusipFourMember 		 
Subordination:    
As a % of performing collateral 23.62%nwin_PercentageOfSubordinationOnPerformingCollateral
/ nwin_CusipAxis
= nwin_CusipFourMember 		 
As a % of performing collateral - adjusted for projected future defaults 19.26%nwin_PercentageOfSubordinationOnPerformingCollateralAdjustedForProjectedFutureDefaults
/ nwin_CusipAxis
= nwin_CusipFourMember 		 
Other-than-temporary impairment model assumptions:    
Year 1 - issuer average 1.80%nwin_PercentageOfDefaultsRatesOnYear1IssuerAverageInOtherThanTemporaryImpairmentModelAssumptions
/ nwin_CusipAxis
= nwin_CusipFourMember 		 
Year 2 - issuer average 1.80%nwin_PercentageOfDefaultsRatesOnYear2IssuerAverageInOtherThanTemporaryImpairmentModelAssumptions
/ nwin_CusipAxis
= nwin_CusipFourMember 		 
Year 3 - issuer average 1.80%nwin_PercentageOfDefaultsRatesOnYear3IssuerAverageInOtherThanTemporaryImpairmentModelAssumptions
/ nwin_CusipAxis
= nwin_CusipFourMember 		 
> 3 Years - issuer average    [1]  
Discount rate - 3 month Libor, plus implicit yield spread at purchase 1.44%nwin_PercentageOfDiscountRateOn3MonthLiborPlusImplicitYieldSpread
/ nwin_CusipAxis
= nwin_CusipFourMember 		 
Recovery assumptions    [2]  
Prepayments 0.00%nwin_PercentageOfPrepaymentsOnOtherThanTemporaryImpairmentModelAssumptions
/ nwin_CusipAxis
= nwin_CusipFourMember 		 
Other-than-temporary impairment $ 62us-gaap_OtherThanTemporaryImpairmentCreditLossesRecognizedInEarningsCreditLossesOnDebtSecuritiesHeld
/ nwin_CusipAxis
= nwin_CusipFourMember 		 
[1] Default rates > 3 years are evaluated on a issuer by issuer basis and range from 0.25% to 5.00%.
[2] Recovery assumptions are evaluated on a issuer by issuer basis and range from 0% to 15% with a five year lag.